+115.0%
ILMN vs GME
-16.6%
+131.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +12.3% | -1.4% | +13.7% | +12.6% |
| 3M | +33.5% | -15.1% | +48.7% | +37.8% |
| 6M | +69.4% | -22.5% | +91.8% | +76.2% |
| YTD | +60.9% | -5.9% | +66.8% | +63.2% |
| 1Y | +115.0% | -18.6% | +133.6% | +121.9% |
| All | +115.0% | -16.6% | +131.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling